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Consider the following computational problem: given a regular digraph $G=(V,E)$, two vertices $u,v \in V$, and a walk length $t\in \mathbb{N}$, estimate the probability that a random walk of length $t$ from $u$ ends at $v$ to within $\pm…

Computational Complexity · Computer Science 2021-11-04 Edward Pyne , Salil Vadhan

We investigate in this paper the estimation of Gaussian graphs by model selection from a non-asymptotic point of view. We start from a n-sample of a Gaussian law P_C in R^p and focus on the disadvantageous case where n is smaller than p. To…

Statistics Theory · Mathematics 2008-07-16 Christophe Giraud

In continuum one-dimensional space, a coupled directed continuous time random walk model is proposed, where the random walker jumps toward one direction and the waiting time between jumps affects the subsequent jump. In the proposed model,…

Statistical Mechanics · Physics 2014-03-20 Long Shi , Zuguo Yu , Zhi Mao , Aiguo Xiao

For a multivariate random walk with i.i.d. jumps satisfying the Cramer moment condition and having a mean vector with at least one negative component, we derive the exact asymptotics of the probability of ever hitting the positive orthant…

Probability · Mathematics 2019-05-09 Yuqing Pan , Konstantin Borovkov

Symmetric heavily tailed random walks on $Z^d, d\geq 1,$ are considered. Under appropriate regularity conditions on the tails of the jump distributions, global (i.e., uniform in $x,t, |x|+t\to\infty,$) asymptotic behavior of the transition…

Probability · Mathematics 2016-03-02 A. Agbor , S. Molchanov , B. Vainberg

The problem of (pathwise) large deviations for conditionally continuous Gaussian processes is investigated. The theory of large deviations for Gaussian processes is extended to the wider class of random processes -- the conditionally…

Probability · Mathematics 2019-02-07 Barbara Pacchiarotti , Alessandro Pigliacelli

Random walk based distributed algorithms make use of a token that circulates in the system according to a random walk scheme to achieve their goal. To study their efficiency and compare it to one of the deterministic solutions, one is led…

Distributed, Parallel, and Cluster Computing · Computer Science 2008-07-24 Alain Bui , Devan Sohier

We define a correlated random walk (CRW) induced from the time evolution matrix (the Grover matrix) of the Grover walk on a graph $G$, and present a formula for the characteristic polynomial of the transition probability matrix of this CRW…

Probability · Mathematics 2020-12-21 Takashi Komatsu , Norio Konno , Iwao Sato

Random walks are used for modeling various dynamics in, for example, physical, biological, and social contexts. Furthermore, their characteristics provide us with useful information on the phase transition and critical phenomena of even…

Statistical Mechanics · Physics 2007-05-23 Naoki Masuda , Norio Konno

In this note, we compute the probability that a two-dimensional symmetric random walk visits more vertices than expected, for deviations on scales between the mean behavior and linear growth.

Probability · Mathematics 2026-02-26 Serguei Popov , Quirin Vogel

We consider integer-valued random walks with independent but not identically distributed increments, and extend to this context several classical estimates, including a local limit theorem, precise small-ball estimates (both conditional on…

Probability · Mathematics 2025-11-13 Sébastien Ott , Yvan Velenik

In the present work, we study random walks on complex networks subject to stochastic resetting when the resetting probability is node-dependent. Using a renewal approach, we derive the exact expressions of the stationary occupation…

Statistical Mechanics · Physics 2022-05-05 Yanfei Ye , Hanshuang Chen

We consider a continuous-time random walk which is the generalization, by means of the introduction of waiting periods on sites, of the one-dimensional nonhomogeneous random walk with a position-dependent drift known in the mathematical…

Statistical Mechanics · Physics 2021-10-25 Gaia Pozzoli , Mattia Radice , Manuele Onofri , Roberto Artuso

The graph transformation approach is a recently proposed method for computing mean first passage times, rates, and committor probabilities for kinetic transition networks. Here we compare the performance to existing linear algebra methods,…

Statistical Mechanics · Physics 2015-06-19 Jacob D. Stevenson , David J. Wales

We consider open quantum walks on a graph, and consider the random variables defined as the passage time and number of visits to a given point of the graph. We study in particular the probability that the passage time is finite, the…

Mathematical Physics · Physics 2017-11-10 Ivan Bardet , Denis Bernard , Yan Pautrat

We propose random walks on suitably defined graphs as a framework for finescale modeling of particle motion in an obstructed environment where the particle may have interactions with the obstructions and the mean path length of the particle…

Probability · Mathematics 2019-10-25 Preston Donovan , Muruhan Rathinam

We introduce a general framework for undirected graphical models. It generalizes Gaussian graphical models to a wide range of continuous, discrete, and combinations of different types of data. The models in the framework, called exponential…

Statistics Theory · Mathematics 2019-06-18 Rui Zhuang , Noah Simon , Johannes Lederer

This paper provides an overview of results, concerning longest or heaviest paths, in the area of random directed graphs on the integers along with some extensions. We study first-order asymptotics of heaviest paths allowing weights both on…

Probability · Mathematics 2018-08-09 Sergey Foss , Takis Konstantopoulos

We investigate the dynamics of random walks on weighted networks. Assuming that the edge's weight and the node's strength are used as local information by a random walker, we study two kinds of walks, weight-dependent walk and…

Statistical Mechanics · Physics 2015-06-25 An-Cai Wu , Xin-Jian Xu , Zhi-Xi Wu , Ying-Hai Wang

The motivation of this work is to extend the techniques of higher order random walks on simplicial complexes to analyze mixing times of Markov chains for combinatorial problems. Our main result is a sharp upper bound on the second…

Data Structures and Algorithms · Computer Science 2020-02-07 Vedat Levi Alev , Lap Chi Lau